Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 24.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'451 CHF | 23'226 CHF | 98.84% | 98.84% |
15.05.2024 | 19.80% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'124 CHF | 28'062 CHF | 99.08% | 99.08% |
14.05.2024 | 17.33% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'034 CHF | 31'517 CHF | 98.74% | 98.74% |
13.05.2024 | 18.08% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'806 CHF | 30'403 CHF | 94.95% | 94.95% |
10.05.2024 | 18.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'233 CHF | 29'117 CHF | 98.97% | 98.97% |
08.05.2024 | 10.36% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'192 CHF | 51'096 CHF | 98.71% | 98.71% |
07.05.2024 | 8.40% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 487'980 | 120'211 CHF | 62'740 CHF | 98.15% | 98.15% |
06.05.2024 | 3.27% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 271'278 CHF | 93'426 CHF | 99.08% | 99.08% |
03.05.2024 | 3.16% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 280'347 CHF | 96'449 CHF | 98.35% | 98.35% |
02.05.2024 | 3.36% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 888'050 | 296'017 | 260'060 CHF | 89'647 CHF | 98.84% | 98.84% |